I would get all cables at monoprice. Cheap, fast shipping, good quality. And yes, the "wii to HDMI" adapter works fine. Although its not necessary if you don't mind running an extra video cable to your display.
You will need:
- one HDMI cable for connection from receiver to TV.
- one HDMI cable for each component you with to connect to the receiver
- since HDMI cables are only a few bucks each, and you are already paying for shipping, I would order a couple of extras
- you will need speaker wire to connect the speakers. Since you are only running 3.1, you don't have long runs to the surrounds so a 50' roll of basic 16 gauge will be fine.
- it's probably worth picking up a few banana plugs for at least the back side of the receiver (much easier to connect than bare wire)
- you will need a hefty RCA "digital coax" cable to connect to the subwoofer
That's pretty much it.